-19.0%
MOS vs IRE
-97.5%
+78.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.1% | -12.9% | -1.0% |
| 7D | +5.5% | -15.1% | +20.6% | +5.5% |
| 30D | +21.0% | -71.4% | +92.3% | +23.8% |
| 3M | -0.5% | -81.2% | +80.7% | +2.7% |
| 6M | +6.6% | -93.7% | +100.3% | +12.0% |
| YTD | -2.8% | -92.2% | +89.4% | +0.1% |
| 1Y | -8.1% | -97.3% | +89.2% | -4.7% |
| All | -19.0% | -97.5% | +78.4% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling